| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 147.023 | 1.43 | - | - | - | - | - | 20.00% | - | Fixed | YLD | 2.750% | - | 2.73% | 2.750% | 100.00000 |
| A-2 | USD | 20.861 | 3.03 | - | - | - | - | - | 8.65% | - | Fixed | YLD | 5.500% | - | 5.44% | 5.500% | 100.00000 |
Tranche Comments
A-1: First Pay: 2022-01-25; Registration: 144A/Reg S;
A-2: First Pay: 2022-01-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | LHF | 63.824 | 1.43 | - | - | - | - | - | 63.84% | - | Uqarg | SUO | - | - | 2.49% | 2.500% | 956.00000 |
| Z-2 | RIA | 24.247 | 9.20 | - | - | - | - | - | 61.36% | - | Apnmp | BCG | - | - | 5.32% | 5.375% | 212.00000 |
Tranche Comments
I-1: Registration: 144J/Plr G;
Z-2: Registration: 144O/Vvx U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | CAD | 84.464 | 4.46 | - | - | - | - | - | 86.80% | - | Rhavc | INK | - | - | 1.99% | 2.000% | 455.00000 |
| H-2 | YAK | 6.613 | 6.00 | - | - | - | - | - | 29.11% | - | Kjhrc | EZH | - | - | 3.97% | 4.000% | 219.00000 |
Tranche Comments
Q-1: Registration: 144Z/Tdz C;
H-2: Registration: 144A/Qxv J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | FGL | 77.000 | 9.20 | - | - | - | - | - | 45.38% | - | Movmi | IQR | 4.25-4.375% | - | 4.21% | 4.250% | 497.00000 |
| P-1 | AHL | 554.000 | 5.40 | - | - | - | - | - | 53.96% | - | Hanuh | JIE | 2.00-2.125% | - | 1.87% | 1.875% | 651.00000 |
Tranche Comments
P-1: Registration: 144Z/Bhw N;
C-2: Registration: 144M/Ufe C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | BNB | 88.000 | 2.93 | - | - | - | - | - | 38.30% | - | Iblrk | ZLJ | 4.875%n | - | 4.83% | 4.875% | 416.00000 |
| H-1 | AOM | 755.000 | 7.57 | - | - | - | - | - | 17.44% | - | Hgxmg | GTK | 2.000%l | - | 1.99% | 2.000% | 899.00000 |
Tranche Comments
H-1: First Pay: 2021-05-25; Registration: 144H/Had F;
O-2: First Pay: 2021-05-25; Registration: 144I/Bjm K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | GBD | 799.000 | 5.71 | - | - | - | - | - | 25.17% | - | Vlpac | NGJ | - | - | 1.99% | 2.000% | 677.00000 |
| U-2 | VFW | 23.000 | 7.80 | - | - | - | - | - | 73.48% | - | Povtj | NBQ | - | - | 4.83% | 4.875% | 515.00000 |
Tranche Comments
T-1: First Pay: 2021-05-25; Registration: 144X/Xte Y;
U-2: First Pay: 2021-05-25; Registration: 144F/Oqu B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | FBL | 171.000 | 5.15 | - | - | - | - | - | 77.72% | - | Enobh | FFH | 2.125%b | - | 2.12% | 2.125% | 799.00000 |
| W-2 | AFX | 26.000 | 3.32 | - | - | - | - | - | 78.11% | - | Rjjbg | JFM | 5.000%t | - | 4.95% | 5.000% | 986.00000 |
Tranche Comments
H-1: First Pay: 2021-04-26; Registration: 144L/Rce I;
W-2: First Pay: 2021-04-26; Registration: 144C/Khw J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | RXE | 98.470 | 1.37 | - | - | - | - | - | 26.62% | - | Kmyos | SEU | 5.000%a | - | 4.95% | 5.000% | 122.00000 |
| S-1 | UGX | 575.167 | 2.31 | - | - | - | - | - | 63.46% | - | Yncbz | VPI | 2.250%k | - | 2.12% | 2.125% | 998.00000 |
Tranche Comments
S-1: First Pay: 2021-04-26; Registration: 144G/Vtx U;
K-2: First Pay: 2021-04-26; Registration: 144M/Xwm M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | QBI | 761.000 | 9.32 | - | - | - | - | - | 44.20% | - | Zgamx | PTC | - | - | 2.24% | 2.250% | 663.00000 |
Tranche Comments
Y-1: First Pay: 2021-04-26; Registration: 144Q/Qww L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | RMQ | 442.000 | 3.51 | - | - | - | - | - | 83.12% | - | Cciui | OZA | - | - | 2.12% | 2.125% | 984.00000 |
| Y-2 | GUN | 10.000 | 2.24 | - | - | - | - | - | 10.74% | - | Nhyxw | HRG | - | - | 4.83% | 4.875% | 278.00000 |
Tranche Comments
H-1: First Pay: 2021-03-25; Registration: 144X/Lox T;
Y-2: First Pay: 2021-03-25; Registration: 144O/Itn N;